-49.7%
NRG vs STLD
+59.7%
-109.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.0% | -10.5% | -13.0% |
| 7D | -13.7% | -3.9% | -9.8% | -13.1% |
| 30D | -13.6% | -0.4% | -13.2% | -13.4% |
| 3M | -28.5% | -9.2% | -19.3% | -27.5% |
| 6M | -45.8% | +5.0% | -50.7% | -47.3% |
| YTD | -46.9% | +42.8% | -89.8% | -54.5% |
| 1Y | -49.7% | +60.1% | -109.8% | -61.5% |
| All | -49.7% | +59.7% | -109.4% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling